CAC40 Volatility Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5694 | 7.43 | |
| 0.0996 | 17.41 | |
| 0.8586 | 108.47 | |
| -0.3538 | -6.29 | |
| 1.1763 | 20.99 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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